CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1480 |
1.1525 |
0.0045 |
0.4% |
1.1419 |
| High |
1.1548 |
1.1557 |
0.0009 |
0.1% |
1.1466 |
| Low |
1.1451 |
1.1478 |
0.0027 |
0.2% |
1.1338 |
| Close |
1.1538 |
1.1487 |
-0.0051 |
-0.4% |
1.1463 |
| Range |
0.0097 |
0.0079 |
-0.0018 |
-18.1% |
0.0129 |
| ATR |
0.0075 |
0.0076 |
0.0000 |
0.3% |
0.0000 |
| Volume |
220,748 |
233,027 |
12,279 |
5.6% |
844,244 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1744 |
1.1694 |
1.1530 |
|
| R3 |
1.1665 |
1.1615 |
1.1508 |
|
| R2 |
1.1586 |
1.1586 |
1.1501 |
|
| R1 |
1.1536 |
1.1536 |
1.1494 |
1.1522 |
| PP |
1.1507 |
1.1507 |
1.1507 |
1.1500 |
| S1 |
1.1457 |
1.1457 |
1.1479 |
1.1443 |
| S2 |
1.1428 |
1.1428 |
1.1472 |
|
| S3 |
1.1349 |
1.1378 |
1.1465 |
|
| S4 |
1.1270 |
1.1299 |
1.1443 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1808 |
1.1764 |
1.1533 |
|
| R3 |
1.1679 |
1.1635 |
1.1498 |
|
| R2 |
1.1551 |
1.1551 |
1.1486 |
|
| R1 |
1.1507 |
1.1507 |
1.1474 |
1.1529 |
| PP |
1.1422 |
1.1422 |
1.1422 |
1.1433 |
| S1 |
1.1378 |
1.1378 |
1.1451 |
1.1400 |
| S2 |
1.1294 |
1.1294 |
1.1439 |
|
| S3 |
1.1165 |
1.1250 |
1.1427 |
|
| S4 |
1.1037 |
1.1121 |
1.1392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1557 |
1.1347 |
0.0210 |
1.8% |
0.0078 |
0.7% |
67% |
True |
False |
196,443 |
| 10 |
1.1557 |
1.1338 |
0.0219 |
1.9% |
0.0068 |
0.6% |
68% |
True |
False |
189,850 |
| 20 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0074 |
0.6% |
51% |
False |
False |
192,897 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0079 |
0.7% |
51% |
False |
False |
168,386 |
| 60 |
1.1645 |
1.1338 |
0.0307 |
2.7% |
0.0079 |
0.7% |
49% |
False |
False |
114,784 |
| 80 |
1.1777 |
1.1338 |
0.0440 |
3.8% |
0.0077 |
0.7% |
34% |
False |
False |
86,583 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0076 |
0.7% |
23% |
False |
False |
69,373 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0074 |
0.6% |
23% |
False |
False |
57,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1892 |
|
2.618 |
1.1763 |
|
1.618 |
1.1684 |
|
1.000 |
1.1636 |
|
0.618 |
1.1605 |
|
HIGH |
1.1557 |
|
0.618 |
1.1526 |
|
0.500 |
1.1517 |
|
0.382 |
1.1508 |
|
LOW |
1.1478 |
|
0.618 |
1.1429 |
|
1.000 |
1.1399 |
|
1.618 |
1.1350 |
|
2.618 |
1.1271 |
|
4.250 |
1.1142 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1517 |
1.1504 |
| PP |
1.1507 |
1.1498 |
| S1 |
1.1497 |
1.1492 |
|